Geophysical studies are plagued by short and noisy time series. These time series are typically nonstationary contain various long-period quasi-periodic components, and have rather low signal-to-noise ratios and/or poor spatial sampling. Classic examples of these time series are tide gauge records, which are influenced by ocean and atmospheric circulation patterns, twentieth-century warming, and other long-term variability.
Remarkable progress recently has been made in the statistical analysis of time series. Ghil et al.  presented a general review of several advanced statistical methods with a solid theoretical foundation. This present article highlights several new approaches that are easy to use and that may be of general interest.